对二阶多项式回归模型的一点评论

A Comment on Second‐Order Polynomial Regression Models

DECISION SCIENCES · 1991
被引 1
人大 AABS 3

中文导读

评论了Chatterjee和Greenwood提出的解决多项式回归中多重共线性的方法,指出该方法无效且可能导致错误推断。

Abstract

In a recent article, Chatterjee and Greenwood [1] addressed the problem of multicollinearity in polynomial regression models. They noted that there is a high correlation between X and X 2 ; therefore, a second‐order polynomial model suffers the consequences of collinearity. Chatterjee and Greenwood [1] suggested a method they believe will overcome the problem. The contention of the present comment is that the suggested method accomplishes nothing and, indeed, has the potential to lead the unwary researcher to the wrong inference and misinterpretation of his results.

计量经济学回归分析多重共线性多项式回归